First Trust Alpha and Beta Analysis

FJP -- USA Etf  

USD 48.30  0.24  0.50%

This module allows you to check different measures of market premium for First Trust Japan AlphaDEX Fund as well as systematic risk associated with investing in First Trust over a specified time horizon. Additionally see First Trust Backtesting, Portfolio Optimization, First Trust Correlation, First Trust Hype Analysis, First Trust Volatility, First Trust History and analyze First Trust Performance.
Horizon     30 Days    Login   to change
Run Premiums

First Trust Market Premiums

α0.001594   β0.0135
30 days against DJI

First Trust expected buy-and-hold returns

First Trust Market Price Analysis

First Trust Return and Market Media

The median price of First Trust for the period between Wed, Jun 19, 2019 and Tue, Sep 17, 2019 is 47.245 with a coefficient of variation of 25.73. The daily time series for the period is distributed with a sample standard deviation of 11.36, arithmetic mean of 44.16, and mean deviation of 5.35. The Etf received some media coverage during the period.
 Price Growth (%)  
Princeton Portfolio Strategies Group Has Increased Jpmorgan ...09/12/2019